We prove well-posedness results for backward stochastic differential equations (BSDEs)
and reflected BSDEs with an optional obstacle process in the case of appropriately weighted …

For a step process X with respect to its natural filtration F, we denote by G the smallest right-
continuous filtration containing F and such that another step process H is adapted. We …

We study a backward SDE driven by a jump Markov process (BSDEJ for short) whose
generator may be locally Lipschitz or of logarithmic growth in (y, z (⋅))-variables. The …

We show that the comparison results for a backward SDE with jumps established in Royer
(Stoch. Process. Appl 116: 1358–1376, 2006) and Yin and Mao (J. Math. Anal. Appl 346 …

We study mean-field games where common noise dynamics are described by integer-
valued random measures, for instance Poisson random measures, in addition to Brownian …

We investigate conditions for solvability and Malliavin differentiability of backward stochastic
differential equations driven by a Lévy process. In particular, we are interested in generators …

The aim of this Ph. D. thesis is to study the problem of existence and uniqueness by relaxing
the Lipschitz condition on generators of backward stochastic differential equations with …

In this paper, we study multidimensional generalized backward stochastic differential
equations (GBSDEs), in a general filtration supporting a Brownian motion and an …

In the present thesis we are interested in the well-posedness problem to a wide class of
backward stochastic differential equations driven by Brownian motion and indepen-dent …

In this paper, we study a Backward Stochastic Differential Equation with Jumps (BSDEJs in
short) where the jumps have infinite activity. Following a forward approach based on …